Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-09-29 0.304772 0.331137 0.359539 0.392547 0.430028 0.471470 0.521043
2024-10-06 0.280186 0.314943 0.354276 0.402494 0.460587 0.529069 0.617048
2024-10-13 0.254684 0.293272 0.338515 0.396214 0.468936 0.559093 0.681870
2024-10-20 0.235576 0.276695 0.326345 0.391816 0.477621 0.588877 0.748716
2024-10-27 0.217896 0.260084 0.312264 0.383019 0.478886 0.608135 0.802948
2024-11-03 0.210504 0.255534 0.312664 0.392486 0.504647 0.662615 0.914244
2024-11-10 0.206973 0.255467 0.318571 0.409454 0.542050 0.737645 1.068614
2024-11-17 0.199267 0.249241 0.315605 0.413578 0.561052 0.787319 1.191026
2024-11-24 0.190154 0.240466 0.308421 0.410854 0.569219 0.820686 1.291217
2024-12-01 0.178868 0.228042 0.295303 0.398294 0.560804 0.825815 1.340772
2024-12-08 0.168877 0.216885 0.283302 0.386464 0.552325 0.829598 1.388079
2024-12-15 0.164170 0.212871 0.281263 0.389527 0.568034 0.876737 1.530531
2024-12-22 0.157481 0.206212 0.275711 0.387922 0.577926 0.918707 1.681668
2024-12-29 0.153856 0.203726 0.276115 0.395695 0.604601 0.996037 1.934948
2025-01-05 0.146681 0.195647 0.267550 0.388142 0.603291 1.018705 2.064975
2025-01-12 0.140641 0.188943 0.260690 0.382853 0.605481 1.048770 2.224185
2025-01-19 0.134155 0.181267 0.251892 0.373624 0.599341 1.060384 2.337491
2025-01-26 0.132139 0.180238 0.253444 0.382223 0.628090 1.152786 2.723527
2025-02-02 0.131758 0.181661 0.258944 0.398143 0.673217 1.292173 3.336583
2025-02-09 0.128882 0.179049 0.257706 0.401799 0.693784 1.377303 3.815616
2025-02-16 0.124940 0.174579 0.253145 0.398962 0.700285 1.428191 4.195122
2025-02-23 0.119491 0.167507 0.243908 0.386757 0.685261 1.419561 4.317955
2025-03-02 0.114489 0.160982 0.235327 0.375300 0.670896 1.410745 4.440102